+4,860.9%
PGR vs IBB
+546.5%
+4,314.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -1.0% |
| 7D | -2.6% | -1.7% | -0.9% | -1.9% |
| 30D | -0.2% | +4.9% | -5.1% | -2.2% |
| 3M | +7.4% | +24.2% | -16.9% | -1.8% |
| 6M | +2.1% | +23.8% | -21.7% | -6.9% |
| YTD | +0.5% | +23.0% | -22.5% | -8.5% |
| 1Y | -6.9% | +46.2% | -53.1% | -21.3% |
| 3Y | +73.2% | +64.8% | +8.4% | +36.7% |
| 5Y | +154.8% | +20.9% | +133.8% | +125.1% |
| 10Y | +786.4% | +121.6% | +664.8% | +477.0% |
| All | +4,860.9% | +546.5% | +4,314.4% | +1,389.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling